In Zotero, you can Create Collections to organize your references into folders. For example, you may wish to organize them by the topic of your research, your course name, your course number, or a specific paper title. You can create a collection before or after starting your research.
Recommendation: create the collection before you start your research so that you can export directly into the collection. If you do not create a collection before starting your research, the items will likely go into the Unfiled Items or a "delivery" folder. You can organize them later.
Creating Collections in Zotero is simple.
My Library holds all your items. Deleting from My Library will delete items from any Collections in which they are filed.
All you need to know about CREATING COLLECTIONS